Linear estimation of stationary autoregressive processes

DOI10.5402/2011/138683MaRDI QIDQ630815zbMATH OpenOpenAlexWikidataFDO

Authors Reza Dianat, Farokh Marvasti

Publication date 22 March 2011

Published in ISRN Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5402/2011/138683

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites work

• Autoregressive parameter estimation from noisy data
• Identification of Time-Varying Autoregressive Systems Using Maximuma PosterioriEstimation
• Nonparametric detection with autoregressive data
• Parameter estimation of autoregressive signals from observations corrupted with colored noise

Cited in

(5)

• scientific article; zbMATH DE number 4094494 (Why is no real title available?)
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS
• Methods for calculating stationary distribution in linear models of time series
• Stationary random fields with linear regressions

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